ABSTRACT

This chapter is subjected to discrete-time stochastic processes with dis-{X0, X1, ...} crete state space Z which have the Markov property. That is, on condition Xn = xn the random variable is independent of all However, withoutXn+1 X0, X1, ..., Xn−1. this condition, may very well depend on all the other Xn+1 Xi, i ≤ n.